+542.0%
MS vs SGI
+319.5%
+222.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +5.1% | -5.3% | +10.4% | +6.7% |
| 30D | +5.7% | -2.1% | +7.7% | +6.0% |
| 3M | -12.2% | -8.2% | -4.0% | -10.4% |
| 6M | -0.5% | -4.6% | +4.1% | -0.2% |
| YTD | +9.8% | -31.5% | +41.3% | +20.8% |
| 1Y | +17.7% | -30.8% | +48.6% | +29.1% |
| 3Y | +176.8% | +67.2% | +109.6% | +129.0% |
| 5Y | +123.7% | +42.5% | +81.2% | +86.0% |
| All | +542.0% | +319.5% | +222.5% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling